+135.0%
SCHD vs ONTO
+695.7%
-560.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.8% |
| 7D | -1.1% | +9.7% | -10.8% | -2.4% |
| 30D | +1.5% | -8.8% | +10.3% | +2.3% |
| 3M | +7.4% | +4.5% | +2.9% | +4.3% |
| 6M | +12.4% | +56.4% | -44.1% | +1.3% |
| YTD | +27.5% | +78.1% | -50.6% | +11.9% |
| 1Y | +30.0% | +171.3% | -141.3% | +5.3% |
| 3Y | +56.5% | +118.7% | -62.2% | +19.5% |
| 5Y | +60.7% | +269.4% | -208.7% | +0.9% |
| All | +135.0% | +695.7% | -560.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling